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Trade: WAVES/USDT/240/KCU/HILO/5311

Strategy
WAVES/USDT/240/KCU/HILO/5311
Pair
WAVES_USDT
Interval
4h
Score
585599
Daily Profit
0.239658
Profit Factor
3.937314
Profitability
55.813953
Streak
563.049557
Best Strategy
Training Data Length
1976.000000
Evaluation Time
2025-10-03 00:11
Expiration Time
2024-08-15 09:43

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 518365.8923 473563.4846 44802.4077 479531.5861 813287.6666 -333756.0804
Total P&L (%) 518.3659 473.5635 44.8024 479.5316 813.2877 -333.7561
Avg Daily Profit (%) 0.2623 0.2397 0.0227 0.089 0.112 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -132402 -24677 -188128 -403522 -133403 -537259
Profit Factor 1.7316 3.9373 1.0819 1.2042 2.4046 0.8113
Total Trades 171 86 85 171 86 85
Winning Trades 86 48 38 86 48 38
Losing Trades 85 38 47 85 38 47
Profitability (%) 50.2924 55.814 44.7059 50.2924 55.814 44.7059
Ratio Avg Win / Avg Loss 1.7114 3.117 1.3381 1.1902 1.9037 1.0035
Largest Winning Trade 96772 96772 73737 228270 228270 133115
Largest Losing Trade -69447 -17533 -69447 -144697 -81829 -144697
Avg Bars in Trades 65 21 109 65 21 109
Avg Bars in Winners 92 29 171 92 29 171
Avg Bars in Losers 37 11 59 37 11 59
Bars Traded 11152 1832 9320 11152 1832 9320
Profit Streak 554.3829 563.0496 0 554.3829 563.0496 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 481320 585599 -297242 -73178 -37184 -581496
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549526400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759439481691,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            518365.8923435574,
            473563.484607658,
            44802.4077358992,
            479531.5861454018,
            813287.6665648554,
            -333756.0804194534
        ],
        [
            518.365892,
            473.563485,
            44.802408,
            479.531586,
            813.287667,
            -333.75608
        ],
        [
            0.262331,
            0.239658,
            0.022673,
            0.088959,
            0.112,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -132402,
            -24677,
            -188128,
            -403522,
            -133403,
            -537259
        ],
        [
            1.731582,
            3.937314,
            1.081856,
            1.204245,
            2.404639,
            0.811312
        ],
        [
            171,
            86,
            85,
            171,
            86,
            85
        ],
        [
            86,
            48,
            38,
            86,
            48,
            38
        ],
        [
            85,
            38,
            47,
            85,
            38,
            47
        ],
        [
            50.292398,
            55.813953,
            44.705882,
            50.292398,
            55.813953,
            44.705882
        ],
        [
            1.711447,
            3.11704,
            1.338085,
            1.190242,
            1.903673,
            1.003465
        ],
        [
            96772,
            96772,
            73737,
            228270,
            228270,
            133115
        ],
        [
            -69447,
            -17533,
            -69447,
            -144697,
            -81829,
            -144697
        ],
        [
            65,
            21,
            109,
            65,
            21,
            109
        ],
        [
            92,
            29,
            171,
            92,
            29,
            171
        ],
        [
            37,
            11,
            59,
            37,
            11,
            59
        ],
        [
            11152,
            1832,
            9320,
            11152,
            1832,
            9320
        ],
        [
            554.38289,
            563.049557,
            0,
            554.38289,
            563.049557,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            481320,
            585599,
            -297242,
            -73178,
            -37184,
            -581496
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11856,
    "evaluation_days": 1976,
    "actual_first_datapoint_time": 1547798400000,
    "first_datapoint_time": 1549526400000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1759439481691,
    "expiration_time": 1723704192000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "kcu",
        "factors": {
            "length": 121,
            "offset": 0,
            "scalar": 2
        }
    },
    "second_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)